It's not the average Joe that puts those cookies on his site--they come from the advertisement aggregation service he's using.
I've been a web developer for over 10 years, since damn near before the web as we know it existed. MOST (like 99.9%) web users--including you, UKking--misunderstand cookies completely. A cookie is just an identifier. And it doesn't take up a lot of space (4k max, actually), so complaints about clutter and junk on your computer are a bit silly.
You can only set a cookie from a domain that you're actually requesting something from. If you hit TFProject.org, nothing served from that server can set a cookie for any other domain, and only cookies belonging to TFProject.org are sent to that server. I can't pass data from one server to another in a cookie. Impossible.
Now, TFProject.org can include an image on the page from adhost.com (which probably exists, but I just made it up for this example). Ad Host, Inc, has brazilians of clients, each of which have an image tag on their pages requesting an image from adhost.com. When your browser requests that image, it (probably) includes the "referer" (yes, it's misspelled) field--the URL of the page that included the image tag.
So they send you a cookie from adhost.com the first time you downloaded one of their ads. They've now got a record of a user (no identifying data on that user, of course, except their made-up unique cookie ID) and the URL that user viewed an Ad Host, Inc ad on. Then next time you hit one of the brazilians of Ad Host, Inc clients, they get the URL of the referring page AND your unique cookie ID. Hey, NOW they've got something! They know some random person hit TWO of their client's pages, and they know WHICH pages those are, because they got back the same unique cookie ID they sent you on your first hit of one of their ads!
If this is starting to sound like identity theft, you're paranoid.
After a while, they can build up a pretty decent sense of what sort of content that anonymous web surfer is interested in. So they can start sending ads that said surfer might be more likely to respond to--things he or she or it (might be a robot or a pet cat clicking the mouse at random, they have no idea) is interested in.
So that's the point. Ad targeting. Nothing sinister. They can't identify YOU at all. They can only watch you hit URLs they already know about.
Also, note PLEASE that this is one fairly specialized use of cookies. They're vastly more commonly used for mundane things like web traffic statistics tracking and user session management.
Cookies are HARMLESS. Don't be a hater.
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